Mean field limit of a behavioral financial market model

DOI10.1016/J.PHYSA.2018.03.079MaRDI QIDQ2149657zbMATH OpenOpenAlexWikidataFDO

Authors Torsten Trimborn, Martin Frank, S. Martin

Publication date 29 June 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1711.02573

zbMATH Keywords

agent-based modelskinetic modelmean field limitstock marketbehavioral financestylized facts

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cited in

(1)

• Mesoscopic modelling of financial markets

Describes a project that uses

Uses Software

• SABCEMM

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